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Senior quantitative analyst - credit risk

Sydney
beBeeCreditRiskModeller
Posted: 22 January
Offer description

Job Title: Manager, Credit Risk Modelling

We are seeking a highly skilled professional to lead our credit risk modelling efforts. As a Manager, you will be responsible for developing and maintaining robust credit risk models that support business-critical decisions.

* The ideal candidate will have strong technical skills in SAS, R, Python or SQL and advanced knowledge of credit risk modelling strategies.




Responsibilities:




* Develop and maintain regulatory capital and provisioning models in line with Australian requirements.

* Lead projects to assess the impact of business strategy changes on portfolio risk, profitability, and resilience.

* Ensure data used for modelling is fit-for-purpose and identify key risk drivers through advanced analytics.

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